IEFS.L vs. PRIZ.L
IEFS.L (iShares Edge MSCI Europe Size Factor UCITS ETF) and PRIZ.L (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds - IEFS.L tracks the MSCI Europe SMID NR EUR while PRIZ.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, IEFS.L returned 5.82%/yr vs 8.16%/yr for PRIZ.L. A 0.54 correlation means they provide meaningful diversification when combined. IEFS.L charges 0.25%/yr vs 0.05%/yr for PRIZ.L.
Performance
IEFS.L vs. PRIZ.L - Performance Comparison
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Returns By Period
In the year-to-date period, IEFS.L achieves a 5.78% return, which is significantly lower than PRIZ.L's 7.83% return.
IEFS.L
- 1D
- -0.28%
- 1M
- 1.57%
- YTD
- 5.78%
- 6M
- 8.60%
- 1Y
- 16.22%
- 3Y*
- 12.43%
- 5Y*
- 5.82%
- 10Y*
- 8.37%
PRIZ.L
- 1D
- -0.47%
- 1M
- 4.22%
- YTD
- 7.83%
- 6M
- 7.15%
- 1Y
- 18.58%
- 3Y*
- 13.09%
- 5Y*
- 8.16%
- 10Y*
- —
IEFS.L vs. PRIZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IEFS.L iShares Edge MSCI Europe Size Factor UCITS ETF | 5.78% | 24.40% | 0.75% | 11.87% | -13.35% | 12.21% | 7.23% | 2.42% |
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D) | 7.83% | 28.03% | 1.78% | 13.31% | -9.02% | 14.24% | 0.24% | -1.68% |
Correlation
The correlation between IEFS.L and PRIZ.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2019 | 0.54 |
The correlation between IEFS.L and PRIZ.L shifts across timeframes, from 0.53 (3 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IEFS.L vs. PRIZ.L — Risk / Return Rank
IEFS.L
PRIZ.L
IEFS.L vs. PRIZ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IEFS.L | PRIZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.43 | -0.80 |
| Martin ratioReturn relative to average drawdown | 5.83 | 7.80 | -1.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEFS.L | PRIZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.56 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.66 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.52 | +0.01 |
Drawdowns
IEFS.L vs. PRIZ.L - Drawdown Comparison
The maximum IEFS.L drawdown since its inception was -31.02%, smaller than the maximum PRIZ.L drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for IEFS.L and PRIZ.L.
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Drawdown Indicators
| IEFS.L | PRIZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -33.71% | +2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -10.90% | +0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -11.84% | -12.94% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.40% | -22.82% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | — | — |
Current DrawdownCurrent decline from peak | -2.40% | -0.47% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -6.04% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.59% | -0.81% |
Volatility
IEFS.L vs. PRIZ.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) is 3.78%, while Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) has a volatility of 4.58%. This indicates that IEFS.L experiences smaller price fluctuations and is considered to be less risky than PRIZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEFS.L | PRIZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 4.58% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 12.90% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 16.97% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 21.50% | -6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 24.32% | -8.73% |
IEFS.L vs. PRIZ.L - Expense Ratio Comparison
IEFS.L has a 0.25% expense ratio, which is higher than PRIZ.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IEFS.L vs. PRIZ.L - Dividend Comparison
IEFS.L has not paid dividends to shareholders, while PRIZ.L's dividend yield for the trailing twelve months is around 0.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IEFS.L iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D) | 0.02% | 0.03% | 0.03% | 0.03% | 0.03% | 0.02% | 0.02% | 0.03% |
Frequently Asked Questions
IEFS.L and PRIZ.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRIZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRIZ.L is cheaper with a 0.05% expense ratio, compared with 0.25% for IEFS.L.
IEFS.L tracks MSCI Europe SMID NR EUR, while PRIZ.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IEFS.L and 0.05% for PRIZ.L.
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